Applications of state space models in finance : an empirical analysis of the time varying relationship between macroeconomics, fundamentals and pan European industry portfolios
Sascha Mergner
| Year of publication: |
2009
|
|---|---|
| Authors: | Mergner, Sascha |
| Publisher: |
Göttingen : Univ.-Verl. Göttingen |
| Subject: | Kreditmarkt | Zeitreihenanalyse | Zustandsraum |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
| Extent: | XXV, 202 S. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl.: Göttingen, Univ., Diss., 2008 u. d. T.: Mergner, Sascha: Applications of advanced time series models to analyze the time-varying relationship between macroeconomics, fundamentals and pan-European industry portfolios |
| Notes: | Zusätzliches Online-Angebot unter http://www.sub.uni-goettingen.de |
| ISBN: | 978-3-941875-22-7 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004960570